+164.7%
NVS vs CLBK
+65.5%
+99.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -14.3% | -1.5% | -12.8% | -14.1% |
| 30D | -10.0% | -1.0% | -8.9% | -9.8% |
| 3M | -10.9% | +22.9% | -33.8% | -13.6% |
| 6M | -12.0% | +44.2% | -56.2% | -16.6% |
| YTD | +2.5% | +64.0% | -61.5% | -4.8% |
| 1Y | +10.7% | +65.7% | -55.0% | +2.4% |
| 3Y | +53.3% | +54.1% | -0.8% | +41.0% |
| 5Y | +93.6% | +44.7% | +48.9% | +74.1% |
| All | +164.7% | +65.5% | +99.2% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling